-0.9%
TLT vs ROK
+50.3%
-51.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | 0.0% | -1.8% | +1.8% | 0.0% |
| 3M | -2.9% | -7.2% | +4.3% | -2.7% |
| 6M | -6.3% | +14.2% | -20.4% | -6.5% |
| YTD | -3.3% | +10.6% | -13.9% | -3.6% |
| 1Y | -4.2% | +25.9% | -30.1% | -4.6% |
| All | -0.9% | +50.3% | -51.2% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling